+75.5%
BND vs CNP
+368.6%
-293.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +1.6% | +5.0% | -3.5% | +1.5% |
| 3M | -0.5% | +2.7% | -3.1% | -0.6% |
| 6M | -1.1% | -1.9% | +0.8% | -1.0% |
| YTD | -0.7% | +8.8% | -9.5% | -0.9% |
| 1Y | -0.7% | +5.6% | -6.3% | -0.8% |
| 3Y | +14.4% | +63.2% | -48.8% | +13.1% |
| 5Y | -1.1% | +73.8% | -74.8% | -2.3% |
| 10Y | +17.9% | +144.0% | -126.1% | +15.5% |
| All | +75.5% | +368.6% | -293.0% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling